-46.0%
TSLL vs VSXY
+210.1%
-256.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +8.4% | -14.7% | -7.2% |
| 7D | -9.4% | +14.2% | -23.6% | -10.9% |
| 30D | +1.6% | +21.9% | -20.3% | -0.9% |
| 3M | +29.4% | +22.1% | +7.3% | +25.6% |
| 6M | -20.1% | +116.7% | -136.8% | -28.9% |
| YTD | -44.5% | +101.1% | -145.6% | -51.5% |
| 1Y | -46.0% | +208.0% | -254.0% | -59.7% |
| All | -46.0% | +210.1% | -256.1% | -59.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded VSXY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling